/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using QuantConnect.Interfaces;

namespace QuantConnect.Lean.Engine.DataFeeds
{
    /// <summary>
    /// DTO for initializing the <see cref="BacktestingOptionChainProvider"/>
    /// </summary>
    public class ChainProviderInitializeParameters
    {
        /// <summary>
        /// The map file provider instance to us
        /// </summary>
        public IMapFileProvider MapFileProvider { get; set; }

        /// <summary>
        /// The history provider to use
        /// </summary>
        public IHistoryProvider HistoryProvider { get; set; }

        /// <summary>
        /// Initializes a new instance of the <see cref="ChainProviderInitializeParameters"/> class
        /// </summary>
        /// <param name="mapFileProvider">The map file provider instance to use</param>
        /// <param name="historyProvider">The history provider to use</param>
        public ChainProviderInitializeParameters(IMapFileProvider mapFileProvider, IHistoryProvider historyProvider)
        {
            MapFileProvider = mapFileProvider;
            HistoryProvider = historyProvider;
        }
    }
}
